Anic Equity¶

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Total return since start: 0.696 %¶

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Equity now: -----------------------------> 51802.14 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48603.08 Kr¶

PnL: ---------------------------------------> -484.49 Kr¶

DD now: ---------------------------------> -0.274 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 15:53:51.714413'

Anic Portfolio¶

Today¶

Return: 0.316 %¶

This Week¶

Return: 8.995 %¶

Total¶

Return: 69.587 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 3.850000 808.400000 135.400000 20.120000 673.000000
Nordea Bank Abp 29 1.530000 3585.560000 131.560000 3.810000 3453.999992
SAAB B 8 1.310000 3461.600000 84.600000 2.510000 3377.000000
Fasadgruppen Group 38 1.280000 4218.000000 77.000000 1.860000 4140.999992
HEBA B 70 1.440000 2712.500000 76.500000 2.900000 2636.000010
Swedbank A 3 3.240000 620.700000 56.700000 10.050000 564.000000
Resurs Holding 22 1.260000 619.080000 45.080000 7.850000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
AcadeMedia 12 0.610000 594.960000 37.960000 6.820000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.680000 390.100000 35.100000 9.890000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.300000 551.800000 24.800000 4.710000 527.000000
OEM International B 7 1.680000 551.600000 23.600000 4.470000 527.999997
Securitas B 6 2.160000 584.400000 14.400000 2.530000 570.000000
Sampo Oyj SDB 7 1.100000 3864.000000 14.000000 0.360000 3850.000000
Eastnine 4 0.480000 503.200000 12.200000 2.480000 491.000000
Coor Service Management Hold. 8 1.120000 540.000000 8.000000 1.500000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.100000 565.950000 3.950000 0.700000 562.000005
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.580000 248.640000 2.640000 1.070000 246.000000
Handelsbanken A 5 0.510000 547.000000 1.000000 0.180000 546.000000
Boozt 12 1.400000 1653.600000 -0.400000 -0.020000 1653.999996
Creaspac SPAC 6 -0.410000 576.600000 -0.400000 -0.070000 577.000002
Midsona B 63 0.770000 579.600000 -3.400000 -0.580000 582.999984
Corem Property Group B 59 1.570000 572.600000 -4.400000 -0.760000 576.999999
CTEK 13 2.130000 510.510000 -23.490000 -4.400000 533.999999
International Petroleum Corp. 5 -0.890000 557.500000 -37.070000 -6.230000 594.565215
Essity B 2 -2.050000 534.200000 -39.800000 -6.930000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.830000 1072.000000 -77.000000 -6.700000 1149.000000
Beijer Electronics Group 27 -1.620000 2953.800000 -130.200000 -4.220000 3083.999994
OX2 22 4.350000 1846.900000 -142.100000 -7.140000 1989.000002
Axfood 15 -3.720000 3883.500000 -416.500000 -9.690000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48596.370000 -491.200000 -0.28675% 49087.564636

Updated:¶

'2023-02-01 15:53:29.945928'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶